H. Budak, M.Z. Sarikaya, On generalized stochastic fractional integrals and related inequalities,
H. Budak, M.Z. Sarikaya, On generalized stochastic fractional integrals and related inequalities,
M. D’Ovidio, F. Iafrate, E. Orsingher, Drifted Brownian motions governed by fractional tempered derivatives,
L. Shaikhet, Multi-condition of stability for nonlinear stochastic non-autonomous delay differential equation,
L. Shaikhet, Multi-condition of stability for nonlinear stochastic non-autonomous delay differential equation,
L. Shaikhet, Multi-condition of stability for nonlinear stochastic non-autonomous delay differential equation,
A.V. Ivanov, I.V. Orlovskyi, Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise,
H. Gessesse, A. Melnikov, Martingale-like sequences in Banach lattices,
H. Gessesse, A. Melnikov, Martingale-like sequences in Banach lattices,
B. Böttcher, M. Keller-Ressel, R.L. Schilling, Detecting independence of random vectors: generalized distance covariance and Gaussian covariance,
D. Kievinaitė, J. Šiaulys, Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk,
V. Čekanavičius, P. Vellaisamy, On closeness of two discrete weighted sums,
M.M. Ljungdahl, M. Podolskij, A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities,
B. Pacchiarotti, A. Pigliacelli, Large deviations for conditionally Gaussian processes: estimates of level crossing probability,
M.M. Ljungdahl, M. Podolskij, A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities,
B. Pacchiarotti, A. Pigliacelli, Large deviations for conditionally Gaussian processes: estimates of level crossing probability,
M. Hess, Cliquet option pricing in a jump-diffusion Lévy model,
A.V. Ivanov, I.V. Orlovskyi, Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise,
B. Böttcher, M. Keller-Ressel, R.L. Schilling, Detecting independence of random vectors: generalized distance covariance and Gaussian covariance,
F. Cordero, I. Klein, L. Perez-Ostafe, Asymptotic arbitrage in fractional mixed markets,
B. Pacchiarotti, A. Pigliacelli, Large deviations for conditionally Gaussian processes: estimates of level crossing probability,
M.M. Ljungdahl, M. Podolskij, A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities,
F. Cordero, I. Klein, L. Perez-Ostafe, Asymptotic arbitrage in fractional mixed markets,
M.M. Ljungdahl, M. Podolskij, A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities,
H. Gessesse, A. Melnikov, Martingale-like sequences in Banach lattices,
D. Kievinaitė, J. Šiaulys, Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk,
K. Buchak, L. Sakhno, Properties of Poisson processes directed by compound Poisson-Gamma subordinators,
A.V. Ivanov, I.V. Orlovskyi, Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise,
M. Hess, Cliquet option pricing with Meixner processes,
K. Buchak, L. Sakhno, Properties of Poisson processes directed by compound Poisson-Gamma subordinators,
M. Hess, Cliquet option pricing in a jump-diffusion Lévy model,
K. Buchak, L. Sakhno, Properties of Poisson processes directed by compound Poisson-Gamma subordinators,
L. Shaikhet, Multi-condition of stability for nonlinear stochastic non-autonomous delay differential equation,
V. Radchenko, N. Stefans’ka, Approximation of solutions of the stochastic wave equation by using the Fourier series,
H. Budak, M.Z. Sarikaya, On generalized stochastic fractional integrals and related inequalities,
M.M. Ljungdahl, M. Podolskij, A limit theorem for a class of stationary increments Lévy moving average process with multiple singularities,
M. Hess, Cliquet option pricing with Meixner processes,
M. Hess, Cliquet option pricing in a jump-diffusion Lévy model,
V. Radchenko, N. Stefans’ka, Approximation of solutions of the stochastic wave equation by using the Fourier series,
M. Hess, Cliquet option pricing with Meixner processes,
V. Čekanavičius, P. Vellaisamy, On closeness of two discrete weighted sums,
M. D’Ovidio, F. Iafrate, E. Orsingher, Drifted Brownian motions governed by fractional tempered derivatives,
D. Kievinaitė, J. Šiaulys, Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk,
D. Källberg, Y. Belyaev, P. Rydén, A moment-distance hybrid method for estimating a mixture of two symmetric densities,
D. Källberg, Y. Belyaev, P. Rydén, A moment-distance hybrid method for estimating a mixture of two symmetric densities,
D. Källberg, Y. Belyaev, P. Rydén, A moment-distance hybrid method for estimating a mixture of two symmetric densities,
V. Miroshnichenko, R. Maiboroda, Confidence ellipsoids for regression coefficients by observations from a mixture,
B. Böttcher, M. Keller-Ressel, R.L. Schilling, Detecting independence of random vectors: generalized distance covariance and Gaussian covariance,
S.V. Shklyar, Consistency of the total least squares estimator in the linear errors-in-variables regression,
B. Böttcher, M. Keller-Ressel, R.L. Schilling, Detecting independence of random vectors: generalized distance covariance and Gaussian covariance,
V. Miroshnichenko, R. Maiboroda, Confidence ellipsoids for regression coefficients by observations from a mixture,
S.V. Shklyar, Consistency of the total least squares estimator in the linear errors-in-variables regression,
D. Källberg, Y. Belyaev, P. Rydén, A moment-distance hybrid method for estimating a mixture of two symmetric densities,
A.V. Ivanov, I.V. Orlovskyi, Large deviations of regression parameter estimator in continuous-time models with sub-Gaussian noise,
F. Cordero, I. Klein, L. Perez-Ostafe, Asymptotic arbitrage in fractional mixed markets,
F. Cordero, I. Klein, L. Perez-Ostafe, Asymptotic arbitrage in fractional mixed markets,
M. Hess, Cliquet option pricing with Meixner processes,
D. Kievinaitė, J. Šiaulys, Exponential bounds for the tail probability of the supremum of an inhomogeneous random walk,
M. Hess, Cliquet option pricing in a jump-diffusion Lévy model,
M. Hess, Cliquet option pricing with Meixner processes,
M. Hess, Cliquet option pricing in a jump-diffusion Lévy model,
D. Källberg, Y. Belyaev, P. Rydén, A moment-distance hybrid method for estimating a mixture of two symmetric densities,